Computing probabilistic solutions of the Bernoulli random differential equation-Reference-Cited by-同舟云学术

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Computing probabilistic solutions of the Bernoulli random differential equation

Published:2017-01 Issue: Volume:309 Page:396-407
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Casabán M.-C.,Cortés J.-C.,Navarro-Quiles A.,Romero J.-V.^ORCID,Roselló M.-D.,Villanueva R.-J.

Funder

Ministerio de Economía y Competitividad

Programa de Ayudas de Investigación y Desarrollo (PAID), Universitat Politècnica de València

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference31 articles.

1. Modeling with Itô Stochastic Differential Equations;Allen,2007

2. Stochastic Differential Equations: An Introduction with Applications;Øksendal,2010

3. Numerical Solution of Stochastic Differential Equations;Kloeden,1999

4. Random Differential Equations in Science and Engineering;Soong,1973

5. Introduction to Stochastic Differential Equations;Gard,1988

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